HYPERLIQUID · PERPETUAL FUTURES

BOME

BOME-USD perpetual · 24/7 trading on Hyperliquid

▸ Advanced metrics · M2M bundle

hyperliquid · perp-bome · fresh · feed 5s old
24h sparkline · 60 pts▼ -3.22%
realized vol (ann.)
133.31%
max drawdown
1.87%
sharpe
-23.28
ulcer index
1.04%
RMS drawdown
pain index
0.90%
mean drawdown
mod. VaR 95%
0.08%
Cornish-Fisher
martin ratio
-2981.74
ret / ulcer
CDaR 95%
1.87%
cond. drawdown
gain/pain
0.92
Σgain / Σ|loss|
sterling
-1656.65
ret / CDaR
omega (θ=0)
0.92
upside/downside
roll spread
5.0 bps
implied (price-only)
bars used
2000
store
spread
—
24h Δ
-3.22%
flow lean
—
carry
longs_pay
10.95%
signalNEUTRALconfidence 41%
  • 24h change -3.22%
  • funding: longs pay — perp shorts get paid to wait
  • mark cheap vs HL oracle by 23.7bps — long bias
Same bundle via M2M API: /api/m2m/hl-BOME/bundle · venue execution: hyperliquid →
LIVEPOLL0SRCFRESH5.0s⏱--:--:-- UTC8NEXT8.0sUP0s--:--HIST0/30
▶ STREAMING·HYPERLIQUID·POLYMARKET·0 POLLS·SRC FRESH·UPTIME 0s·NEXT POLL 8.0s·CC0 OPEN DATA·HYPO.MARKETS·▶ STREAMING·HYPERLIQUID·POLYMARKET·0 POLLS·SRC FRESH·UPTIME 0s·NEXT POLL 8.0s·CC0 OPEN DATA·HYPO.MARKETS·
MARK · live
$0.000
24h Δ · live
-3.22%
24h vol · live
$0.0M
BOME · live 24h price
n=24 · μ=0.0004 · σ=0.0000 · range [0.0004, 0.0004] · R²=0.728▼ FALLING -3.44%σ NORMAL 1.09%LAST 0.00040.00040.00040.00040.00040.0004μ = 0.0004max 0.0004min 0.0004dataMA(4)OLS R²=0.73μ lineμ ± σ bandmaxminlive endpoint
24 closes · last $0.00
Funding direction · live
Long fee 48.1%Short fee 51.9%SHORT FEE51.9%
Σ = 0.0%
Σ-sides total = 0.00% (100.00pp arb gap)
H(p) entropy = 0.999 / 1.00 bits (100%) · max uncertainty (~50/50)
Long fee
48.1%▬ +0.00pp
Short fee
51.9%▬ +0.00pp
1h funding 0.001250% · longs pay
Hourly contract volume · live
n=24 · Σ=27,107,327 · μ=1129472.0 · σ=1808865.2 · CV=1.60BURSTY · concentratedcumulative energy ↗ · 50% by h=1401,542,4973,084,9944,627,4906,169,987μ = 11294726,169,98750%h1h5h9h13h17h21#1 peak#2-3> μactivequietμ linecum energy
peak 6169987 contracts
Live numerics · pulse on poll
LIVE NUMERICS9 metrics·POLL 0
⏱snapshot age
5.0s
$mark $
$0.0004
$mid $
$0.0004
◉prev-day close
$0.0004
Δ24h Δ %
-3.218%
$24h vol $
$11.69k
◐open interest $
$183.70k
%funding (1h)
0.001250%
%funding (yr)
+10.95%/yr

§1 · 24h time-series

Close price · hourly
n=24 · μ=0.0004 · σ=0.0000 · range [0.0004, 0.0004] · R²=0.728▼ FALLING -3.44%σ NORMAL 1.09%LAST 0.00040.00040.00040.00040.00040.0004μ = 0.0004max 0.0004min 0.0004dataMA(4)OLS R²=0.73μ lineμ ± σ bandmaxmin
mark $0.0004 · 24h -3.22% · range $[0.0004, 0.0004]
OHLC candles · hourly
n=24 · up 17 · down 7 (71% up) · range [0.0004, 0.0004] · σ=0.0000 · CV=0.01 · bodyµ=46%BEARISH -3.22%CLOSE 0.0004 vs OPEN 0.0004 (-3.22%)&#9660; CLOSE 0.00040.00040.00040.00040.00040.0004μ close = 0.0004O0.000 H0.000 L0.000 C0.000 (+0.23%)O0.000 H0.000 L0.000 C0.000 (+0.23%)O0.000 H0.000 L0.000 C0.000 (-0.46%)O0.000 H0.000 L0.000 C0.000 (-0.46%)O0.000 H0.000 L0.000 C0.000 (+0.23%)O0.000 H0.000 L0.000 C0.000 (+0.23%)O0.000 H0.000 L0.000 C0.000 (+0.00%)O0.000 H0.000 L0.000 C0.000 (+0.00%)O0.000 H0.000 L0.000 C0.000 (+0.00%)O0.000 H0.000 L0.000 C0.000 (+0.00%)1.4%O0.000 H0.000 L0.000 C0.000 (+1.38%)O0.000 H0.000 L0.000 C0.000 (+1.38%)O0.000 H0.000 L0.000 C0.000 (-0.68%)O0.000 H0.000 L0.000 C0.000 (-0.68%)O0.000 H0.000 L0.000 C0.000 (-0.23%)O0.000 H0.000 L0.000 C0.000 (-0.23%)O0.000 H0.000 L0.000 C0.000 (-0.23%)O0.000 H0.000 L0.000 C0.000 (-0.23%)O0.000 H0.000 L0.000 C0.000 (+0.00%)O0.000 H0.000 L0.000 C0.000 (+0.00%)O0.000 H0.000 L0.000 C0.000 (-0.46%)O0.000 H0.000 L0.000 C0.000 (-0.46%)O0.000 H0.000 L0.000 C0.000 (+0.00%)O0.000 H0.000 L0.000 C0.000 (+0.00%)O0.000 H0.000 L0.000 C0.000 (+0.00%)O0.000 H0.000 L0.000 C0.000 (+0.00%)O0.000 H0.000 L0.000 C0.000 (+0.23%)O0.000 H0.000 L0.000 C0.000 (+0.23%)O0.000 H0.000 L0.000 C0.000 (+0.23%)O0.000 H0.000 L0.000 C0.000 (+0.23%)O0.000 H0.000 L0.000 C0.000 (+0.00%)O0.000 H0.000 L0.000 C0.000 (+0.00%)O0.000 H0.000 L0.000 C0.000 (+0.23%)O0.000 H0.000 L0.000 C0.000 (+0.23%)O0.000 H0.000 L0.000 C0.000 (+0.00%)O0.000 H0.000 L0.000 C0.000 (+0.00%)O0.000 H0.000 L0.000 C0.000 (+0.00%)O0.000 H0.000 L0.000 C0.000 (+0.00%)O0.000 H0.000 L0.000 C0.000 (+0.47%)O0.000 H0.000 L0.000 C0.000 (+0.47%)O0.000 H0.000 L0.000 C0.000 (+0.00%)O0.000 H0.000 L0.000 C0.000 (+0.00%)O0.000 H0.000 L0.000 C0.000 (+0.00%)O0.000 H0.000 L0.000 C0.000 (+0.00%)O0.000 H0.000 L0.000 C0.000 (-1.18%)O0.000 H0.000 L0.000 C0.000 (-1.18%)O0.000 H0.000 L0.000 C0.000 (-0.24%)O0.000 H0.000 L0.000 C0.000 (-0.24%)#1#5#9#13#17#21up bar (C≥O)down bar (C<O)MA(4) closeμ closedoji (~no body)biggest body
24 bars
Hourly volume (base units)
n=24 · Σ=27,107,327 · μ=1129472.0 · σ=1808865.2 · CV=1.60BURSTY · concentratedcumulative energy &nearr; · 50% by h=1401,542,4973,084,9944,627,4906,169,987μ = 11294723,100,883 · 50.3% peak3,100,883 · 50.3% peak714,028 · 11.6% peak714,028 · 11.6% peak300,765 · 4.9% peak300,765 · 4.9% peak0 · 0.0% peak0 · 0.0% peak48,996 · 0.8% peak48,996 · 0.8% peak970,562 · 15.7% peak970,562 · 15.7% peak165,512 · 2.7% peak165,512 · 2.7% peak370,125 · 6.0% peak370,125 · 6.0% peak5,576,926 · 90.4% peak5,576,926 · 90.4% peak26,133 · 0.4% peak26,133 · 0.4% peak66,000 · 1.1% peak66,000 · 1.1% peak46,402 · 0.8% peak46,402 · 0.8% peak46,402 · 0.8% peak46,402 · 0.8% peak3,240,365 · 52.5% peak3,240,365 · 52.5% peak6,169,9876,169,987 · 100.0% peak6,169,987 · 100.0% peak0 · 0.0% peak0 · 0.0% peak725,126 · 11.8% peak725,126 · 11.8% peak538,553 · 8.7% peak538,553 · 8.7% peak23,419 · 0.4% peak23,419 · 0.4% peak3,516,926 · 57.0% peak3,516,926 · 57.0% peak46,893 · 0.8% peak46,893 · 0.8% peak0 · 0.0% peak0 · 0.0% peak1,290,617 · 20.9% peak1,290,617 · 20.9% peak122,707 · 2.0% peak122,707 · 2.0% peak50%#1#5#9#13#17#21#1 peak#2-3> μactivequietμ linecum energy
Σ vol 27107327 · peak 6169987 · CV 1.60

§2 · Returns distribution (log-returns)

Histogram of rₜ = ln(pₜ/pₜ₋₁)
n=23 · 12 bins · μ=-0.0012 · σ=0.0063 · skew=0.10 (symmetric) · kurt=1.96 (leptokurtic (fat tails))108530 1-173.19bpbin -173.19bp · n=1 · 10.0% peakbin -173.19bp · n=1 · 10.0% peak-142.22bp-111.24bp 4-80.26bpbin -80.26bp · n=4 · 40.0% peakbin -80.26bp · n=4 · 40.0% peak 2-49.28bpbin -49.28bp · n=2 · 20.0% peakbin -49.28bp · n=2 · 20.0% peak 3-18.30bpbin -18.30bp · n=3 · 30.0% peakbin -18.30bp · n=3 · 30.0% peak 1012.68bpbin 12.68bp · n=10 · 100.0% peakbin 12.68bp · n=10 · 100.0% peak 243.66bpbin 43.66bp · n=2 · 20.0% peakbin 43.66bp · n=2 · 20.0% peak74.64bp105.62bp136.60bp 1167.58bpbin 167.58bp · n=1 · 10.0% peakbin 167.58bp · n=1 · 10.0% peakμΔ < 0 · loss barsΔ ≈ 0 · flatΔ > 0 · gain barsN(μ,σ²) referenceμ line · ±σ band shaded
n=23 · positive 5 · negative 10
Q-Q plot · standardised rₜ vs N(0,1)
n=23 · skew=0.28 · kurt=2.73 · near 13 / mid 10 / far 0 · OLS slope=0.96 intercept=-0.00LEPTOKURTIC — FAT TAILSUPPER TAIL NORMALLOWER TAIL NORMAL-3σ-3σ-2σ-2σ-1σ-1σ+0σ+0σ+1σ+1σ+2σ+2σ+3σ+3σsample ↓marginal: sample bars + theoretical N(0,1) curve →theoretical Φ⁻¹(p) →↑ sample z-quantile|Δ| < 0.3σ · on the line|Δ| < 1σ · moderate|Δ| ≥ 1σ · outliery = x refOLS fit

§3 · Spot quote

Mark price
$0.0004
Mid price
$0.0004
24h change
-3.22%
Mark–mid spread
0.00 bps
Prev-day close
$0.0004

§4 · Sample moments (prices)

Descriptive statistics · 5-number summary · shape diagnostics
SAMPLE MOMENTS · N=24LEFT-SKEWED (G₁=-0.51)
μ MEAN0.0004$95% CI: [0.0004$, 0.0004$]
σ STD DEV0.0000$σ² = 0.000×10⁻⁴ · CV = 1.09%
med MEDIAN0.0004$Q₁ 0.0004$ · Q₃ 0.0004$
FIVE-NUMBER SUMMARY · BOX PLOTrange 0.0000$ · IQR 0.0000$ (1.349σ→0.0000$)
min 0.0004$Q₁ 0.0004$med 0.0004$Q₃ 0.0004$max 0.0004$μ
SKEWNESS · G₁-0.511left-skewed
−3−10+1+3
EXCESS KURTOSIS · G₂0.317mesokurtic · normal-like
−30+2+4+6
μ ↔ medianμ < med · left-tailed|μ−med| / σ = 0.17
σ × 1.349 ↔ IQRconsistent with normalratio = 1.02
range ↔ σwide tails (range > 4σ)range / σ = 4.46
μ = mean · σ = standard deviation · CV = coefficient of variation. Skew (G₁): >0 right-skewed. Kurt (G₂, excess): >0 leptokurtic. 95% CI = μ ± 1.96·SE.

§5 · Returns analytics (log-returns)

Risk-adjusted performance · log-returns
RETURNS · RISK-ADJUSTEDUNPROFITABLE · SR=-20.96
μᵣ MEAN / h-0.152215%drift is negative per h · |μ|/σ = 0.224
σᵣ STD / h0.679677%σ²ᵣ = 0.462×10⁻⁴ · CV = 4.47×
σ ANNUALISED63.61%/yrscaled by √8760 (hourly→yearly) · 0.680%/h base
RISK-ADJUSTED PERFORMANCEhigher = better edge per unit risk
SHARPE (annualised)-20.96negative edge
-2-10+1+2+3+4
SORTINO (annualised)-17.27downside drag
-2-10+1+2+3+4
CALMAR (return / max-DD)-100.00drawdown overwhelms returns
-20+2+4+6
RETURN-DISTRIBUTION SHAPE|skew| < 0.5 ≈ symmetric · |kurt| < 1 ≈ mesokurtic
SKEWNESS · G₁0.30approximately symmetric
-3-10+1+3
EXCESS KURTOSIS · G₂3.75leptokurtic · fat tails
-30+2+4+6
SORTINO vs SHARPEdownside vol < total vol · favourableSoR / SR = 0.82
CALMAR · DD CONTROLdrawdown > returns · adverseCR = -100.00
EXPECTED EDGE-1333.40%/yr driftμ × 8760 = annualised expectation
rₜ = ln(pₜ/pₜ₋₁). σ × √8760 = annualised. Sharpe = μ/σ scaled; Sortino uses downside-only vol; Calmar = annual return / max drawdown.

§6 · Risk metrics

Tail risk + drawdown · downside diagnostics
TAIL & DRAWDOWN RISKELEVATED · 95% VaR 0.93%
VaR₉₅ (h)0.930%5% prob of larger adverse h move
VaR₉₉ (h)1.677%1% prob · extreme-tail threshold
ES₉₅ (CVaR)1.410%expected loss given 5% tail event
MAX DRAWDOWN4.76%17h from peak to trough
TAIL-RISK LADDER (h losses)larger negative = worse · markers show severity
0 · no lossVaR₉₅−0.930%VaR₉₉−1.677%ES₉₅−1.410%worst tail ←→ zero loss
MAX DRAWDOWN PROFILEmoderate drawdown · 17h duration
PEAK0.04$
−4.76% drawdown over 17h
0.04$TROUGH
ES / VaR · TAIL THICKNESSmoderate fat tail|ES₉₅| / |VaR₉₅| = 1.52× (normal ≈ 1.25)
VaR₉₉ / VaR₉₅ · CONCENTRATIONextreme-tail dominated · severe outliersratio = 1.80× (normal ≈ 1.41)
DRAWDOWN · CAPITAL DURATIONmoderate drawdownrecovery needed: +5.00% (compounding)
VaR = quantile loss · ES (CVaR) = expected loss conditional on tail · DD = peak-to-trough decline. Under normality ES₉₅/VaR₉₅ ≈ 1.25; ratio > 1.5 ⇒ fat-tail regime.

§7 · Technicals

RSI(14)
29.6 · oversold
Bollinger %B
0.006 · within band
Bollinger upper
$0.0004
Bollinger MA
$0.0004
Bollinger lower
$0.0004

§8 · Time-series structure

Regime & autocorrelation diagnostics
TIME-SERIES STRUCTUREREGIME: MEAN-REVERTING · ρ(1) -0.30 + ADF rejected
ρ(1) AUTOCORR-0.295within white-noise band
ρ(2) AUTOCORR-0.081lag-2 not significant
H · HURST EXPONENT0.541random-walk
OLS TREND · t-STAT-7.678significant @ α=0.05
HURST EXPONENT [0, 1]random-walk · H = 0.541
H = 0.541RANDOM-WALK
0
anti-persistent0.45
mean-reverting0.5
random walk0.55
persistent1
strongly trending
AUTOCORRELATION FUNCTION · ρ(k) for k=1..5WHITE NOISE · no significant lags
k=1-0.295k=2-0.081k=3-0.117k=4+0.001k=5+0.0610+1−1+0.42−0.42+ momentum (ρ > +0.42)− reversal (ρ < −0.42)noise (within band)±2/√n threshold
OLS TREND · t-STAT · [-5, +5]SIGNIFICANT @ 1% (|t|=7.68)
−5 reject−1.960 retain H₀+1.96+5 reject
REGIME CLASSIFICATIONMEAN-REVERTING · ρ(1) -0.30 + ADF rejectedfrom Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 0.38high · clear structure|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCESIGNIFICANT @ 1% (|t|=7.68)α=0.05 critical |t|=1.96 · α=0.01 |t|=2.58
ρ(k) = lag-k sample autocorrelation · H = R/S Hurst exponent · t = OLS-trend t-statistic. Significance bands at ±2/√n approximate the 95% white-noise envelope. α=0.05 critical |t|=1.96; α=0.01 |t|=2.58.

§9 · Microstructure

24h volume (USD)
$11.69k
Open interest (USD)
$183.70k
Vol / OI (turnover)
0.06x
1h funding
0.001250%
Funding (annualised)
+10.95%/yr

§10 · Position sizing

Continuous Kelly (μ/σ²)
-10.000× leverage · optimal log-utility leverage
Half-Kelly
-5.000× · industry-standard conservative
Quarter-Kelly
-2.500×

§11 · Hourly return heatmap

24-hour signed Δln-r grid · green = up · red = down
HOURLY RETURN HEATMAP · n=23 bars · best 1.83% · worst -1.89% · typical |Δ| 0.43%BEARISH SESSION -3.50%BEST+1.83%21hWORST-1.89%14hTYPICAL |Δ|0.43%mean absoluteCUMULATIVE-3.50%Σ signed ΔSTREAK↗ 1up-runASIA · 00-08 UTCμ -0.06% · Σ -0.46%EUROPE · 08-16 UTCμ -0.32% · Σ -2.58%US · 16-24 UTCμ -0.07% · Σ -0.46%CUMULATIVE Δ PATH · final -3.50%+1.14%-3.74%-0.23% · 17h-0.23% · 17h-0.23%17h0.00% · 18h0.00% · 18h·18h0.00% · 19h0.00% · 19h·19h-0.46% · 20h-0.46% · 20h-0.46%20h1.83% · 21h1.83% · 21h1.83%21h★ BEST-0.91% · 22h-0.91% · 22h-0.91%22h-0.69% · 23h-0.69% · 23h-0.69%23h-0.46% · 00h-0.46% · 00h-0.46%00h0.00% · 01h0.00% · 01h·01h-0.23% · 02h-0.23% · 02h-0.23%02h0.00% · 03h0.00% · 03h·03h0.46% · 04h0.46% · 04h0.46%04h-0.70% · 05h-0.70% · 05h-0.70%05h0.46% · 06h0.46% · 06h0.46%06h0.00% · 07h0.00% · 07h·07h-0.23% · 08h-0.23% · 08h-0.23%08h-0.93% · 09h-0.93% · 09h-0.93%09h0.00% · 10h0.00% · 10h·10h0.23% · 11h0.23% · 11h0.23%11h0.00% · 12h0.00% · 12h·12h0.00% · 13h0.00% · 13h·13h-1.89% · 14h-1.89% · 14h-1.89%14h▼ WORST0.24% · 15h0.24% · 15h0.24%15hTIME PATTERNUS-led (+-0.46%)RUNSup max 1 · down max 3BREADTH22% up · 43% down · 35% flat
5 up bars · 10 down · best 1.83% · worst -1.89% · typical |Δ| 0.433%

§12 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=24 barsLOSS WITH MODERATE DD (-3.49%)FINAL-3.49%MAX DD-4.80%RECOVERYONGOING · 18 barsMAX RUN-UP+1.13%UNDERWATER22/24 (92%)STREAK↗ 1EQUITY CURVE · end 0.9651 · peak 1.0113 · range [0.9628, 1.0113]1.01130.9628break-even = 1★ PEAK 1.0113UNDERWATER DRAWDOWN · max -4.80% · moderate0%-4.80%▼ TROUGH -4.80%TOP DRAWDOWN PERIODS · 2 total#1 -4.80%bar 7-24 · 18 bars · ONGOING#2 -0.69%bar 2-5 · 4 bars · recoveredDD SEVERITYmoderate (max -4.80%)RECOVERYongoing · 18 barsTIME UNDER WATER92% of session · 22/24 bars
final equity 0.9651 (-3.49%) · max DD -4.80% · time-under-water 22/24 bars

§13 · Rolling-window statistics (w = 5 bars)

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +5 / −14 (26% positive) · μ=-24.28 · σ=33.92UNPROFITABLE STRATEGYLAST -29.29 (-0.15σ vs μ)119.1259.560.00-59.56-119.12μ = -24.2823.3023.308.238.23-3.91-3.91-11.60-11.60-3.93-3.93-119.12-119.12-86.35-86.35-12.59-12.59-20.64-20.640.000.009.139.130.000.00-47.06-47.06-25.70-25.70-38.82-38.82-38.82-38.82-28.76-28.76-35.33-35.33-29.29-29.29v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -29.293 · range [-119.12, 23.30] · μ -24.276 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=60.8803 · σ=27.4602 · range [28.0521, 104.4978] · R²=0.151▼ FALLING -1.28%σ EXTREME 45.11%LAST 84.6369104.497885.386466.274947.163528.0521μ = 60.8803max 104.4978min 28.0521dataMA(3)OLS R²=0.15μ lineμ ± σ bandmaxmin
latest 84.64% · range [28.05%, 104.50%] · μ 60.88% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +5 / −14 (26% positive) · μ=-0.214 · σ=0.311MEAN-REVERSIONLAST -0.325 (-0.36σ vs μ)0.7290.3640.000-0.364-0.729μ = -0.214-0.236-0.236-0.608-0.608-0.384-0.384-0.311-0.311-0.169-0.1690.3990.3990.1390.139-0.027-0.027-0.436-0.436-0.667-0.667-0.729-0.729-0.667-0.667-0.097-0.0970.0320.032-0.044-0.0440.0640.0640.0160.016-0.010-0.010-0.325-0.325v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -0.325 · |ρ| > 0.3 ⇒ regime with persistence (ρ > 0) or reversal (ρ < 0) · |ρ| ≤ 0.1 = consistent with random walk

§14 · Hypothesis tests (α = 0.05)

Formal inference at 5% significance
1 of 6 REJECT · mixed evidence1 reject·5 pass·α = 0.05
𝒩

Jarque-Bera

REJECT H₀***

H₀: Δln-r ~ Normal(μ, σ²)

STATISTIC
13.8180
p-VALUE (log scale)
0.0010
α
10⁻⁴10⁻³10⁻²10⁻¹1
p < α · rejection zonenon-normal · fat tails or skew present
ρ

Ljung-Box(h=5)

FAIL TO REJECTns

H₀: No serial autocorrelation up to lag 5

STATISTIC
2.9666
p-VALUE (log scale)
0.7077
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedconsistent with white noise
Ψ

Dickey-Fuller (τ_μ)

FAIL TO REJECTns

H₀: p has a unit root (non-stationary)

STATISTIC
-0.8845
p-VALUE (log scale)
0.7946
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedrandom-walk behaviour (crit ≈ -2.86)
±

Wald-Wolfowitz runs

FAIL TO REJECTns

H₀: Sign sequence of Δ is random

STATISTIC
1.4204
p-VALUE (log scale)
0.1555
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedsigns appear random (10 runs)
χ

KPSS (μ stationarity)

FAIL TO REJECTns

H₀: p IS level-stationary

STATISTIC
0.0373
p-VALUE (log scale)
0.5000
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedstationary not rejected (crit 0.463)
χ

Variance ratio q=2

FAIL TO REJECTns

H₀: Δln-r is a random walk · VR = 1

STATISTIC
-1.2950
p-VALUE (log scale)
0.1953
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 0.730 ≈ 1 (RW behaviour)
Each row states an explicit null H₀, the test statistic, an approximated p-value, and the decision. REJECT means evidence against H₀. KPSS complements ADF (rejecting both ⇒ ambiguous; rejecting one ⇒ clean verdict).

§15 · Spectral analysis (DFT periodogram)

Power spectrum of Δln-r · ‖X̂(k)‖²/n
n=11 bins · noise floor μ=4.62e-5 · top T=2.30h (34.6%) · top-3 cover 63.3%1 SIGNIFICANT CYCLEcumulative energy ↗ (1 bin above 2× noise)1.8e-41.3e-48.8e-54.4e-50.0e+0μ noise floor2× noise (significance)period 23.0 · power 4.70e-6 · 0.9% energyperiod 23.0 · power 4.70e-6 · 0.9% energyperiod 11.5 · power 1.83e-5 · 3.6% energyperiod 11.5 · power 1.83e-5 · 3.6% energyperiod 7.7 · power 5.49e-5 · 10.8% energyperiod 7.7 · power 5.49e-5 · 10.8% energyperiod 5.8 · power 4.19e-6 · 0.8% energyperiod 5.8 · power 4.19e-6 · 0.8% energyperiod 4.6 · power 9.09e-5 · 17.9% energyperiod 4.6 · power 9.09e-5 · 17.9% energyperiod 3.8 · power 4.57e-5 · 9.0% energyperiod 3.8 · power 4.57e-5 · 9.0% energyperiod 3.3 · power 4.37e-5 · 8.6% energyperiod 3.3 · power 4.37e-5 · 8.6% energyperiod 2.9 · power 2.08e-5 · 4.1% energyperiod 2.9 · power 2.08e-5 · 4.1% energyperiod 2.6 · power 4.66e-5 · 9.2% energyperiod 2.6 · power 4.66e-5 · 9.2% energyperiod 2.3 · power 1.76e-4 · 34.6% energyperiod 2.3 · power 1.76e-4 · 34.6% energyperiod 2.1 · power 2.27e-6 · 0.4% energyperiod 2.1 · power 2.27e-6 · 0.4% energy50% by T=3.3h#1 dominantT=2.30h#2T=4.60h#3T=7.67hT=3hT=4hT=6hT=8hT=12hT=16h← shorter cycle (high freq · Nyquist=½) · period T (bars per cycle) · longer cycle (low freq · 1/n) →#1 dominant#2 peak#3 peak> 2× noisenoiseμ floor2μ sig.cum energy
dominant period ≈ 2.30h (freq 0.435) · concentrates 34.6% of total energy · Σ|X̂|²/n = 5.082e-4

▸ Depth section using sovereign-store price series (5000 bars · effective 5257847 bars/year) — annualisation reflects native polling cadence, not upstream timeframes.

§16 · NOSTRADAMUS continuous quant — perp leverage & bootstrap MC

Continuous-price extension of the prediction-market quant module. Kelly growth on observed returns (Merton μ/σ² parametric vs argmax empirical), Monte-Carlo equity fan bootstrapped from the historical return distribution at quarter-Kelly leverage, and an annualized return decomposition. Sweep parameters in the simulator.

§17 · Continuous Kelly

Continuous-Kelly growth · g(f) = E[ln(1 + f·r)]
NO LONG EDGE · μ -0.000% per barparametric μ/σ² short edge (μ<0) · μ -0.000% · σ 0.05%
μ per barmean
-0.000%
σ per barvol
0.05%
Empirical f★argmax g(f)
0.00×
from observed distribution
Parametric f★μ/σ²
-13.54×
Merton continuous-time
Half-Kelly½ f★
0.00×
~⅔ of full growth, half the variance
Quarter-Kelly¼ f★
0.00×
industry default — survives model error
-0.00%0.02%0.05%0.07%0.10%0.0×1.6×3.2×4.8×6.4×8.0×leverage fraction fexpected log-growth per bar
g(f) empiricalf★ argmaxparametric f★
Maximum expected log-growth from leveraging the historical return distribution. Empirical f★ argmaxes the sample expectation; parametric f★ = μ/σ² is Merton's continuous-time optimum.

§18 · MC equity fan

Bootstrapped equity fan at 0.10× leverage
Median CAGR/bar -0.000% · annualized Sharpe -13.58400 paths × 720 bars · leverage 0.10× · bootstrap from 4999 observed returns
Sharpe / barμ/σ
-0.006
annualized -13.58
μ per barafter L
-0.000%
σ per barafter L
0.01%
VaR 95%5%
0.00%
per-bar worst-case
CVaR 95%ES
0.00%
mean tail loss
Max DD (median)MDD
-0.0%
0.95×0.97×0.99×1.01×1.03×1.05×0120240360480600720startbar #equity multiple
median25/75 band5/95 band
Median path with 25/75 and 5/95 percentile bands across 400 simulated careers. Bars resample with replacement from the observed return distribution — preserves fat tails the parametric model misses.

§19 · Annualized breakdown

Annualized return components
APR -1000% · APY -100% · Sharpe -16.37σ ann 121% · Sortino -3.68 · n 4999 · ⚠ capped (n=4999 too small to support 8760-bar projection)
-1965%-1543%-1121%-699%-277%145%-1000.0%APR (simple)-100.0%APY (compound)120.9%Ann. vol σ-1637.4%Sharpe (ann)-367.6%Sortino (ann)
Simple APR vs compounded APY · annualized volatility · risk-adjusted Sharpe and Sortino. All scaled by √(periods/yr).

§20 · GARCH(1,1) volatility band

GARCH(1,1) · conditional vol envelope (±2σ)
GARCH persistence α+β = 0.980· σ̂ₜ = 1.002% · long-run σ = 2.236%
0.0000.0000.0000.0000.0000.000t-4999t-4166t-3333t-2500t-1666t-833t-0

Persistence near 1 ⇒ vol clusters strongly (slow mean reversion). Long-run σ is the unconditional target the conditional vol orbits. The ±2σ band reflects time-varying scale, unlike a flat-vol band.

Time-varying volatility band fitted to the price series. Persistence α+β > 0.98 means vol shocks decay slowly — recent moves stay relevant.

§∞ · Provenance & attestation

Upstream
api.hyperliquid.xyz
Snapshot fetched
2026-06-14 16:00:12 UTC
Snapshot age
5.0s
History points
24 hourly closes
Page rendered
2026-06-14 16:00:13 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
490e01fe1577f020410cd8411626813139bb5d67e7f3081002c717464e0bcb9d · deterministic hash of the source snapshot — proves this page was rendered from this exact data
Open data licence
CC0 / public domain · free to mirror, syndicate, analyse

§∞-2 · Related markets · explore more

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Also see: /arb opportunities · RSS feed

Market depth

▸ live order book · Hyperliquid perp
Depth within 1bp
$0
bid $0 · ask $0
Depth within 5bp
$0
bid $0 · ask $0
Depth within 10bp
$0
bid $0 · ask $0
Depth within 50bp
$29.25K
bid $15.61K · ask $13.64K
Mid price
0.000421
(best bid + best ask) / 2
Spread
23.7bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
-0.083
ask-heavy
Imbalance (top-5)
-0.003
ask-heavy top-of-book

Slippage scenarios

▸ live book walk · Hyperliquid perp

Simulating a market order at three notionals against the live book. Slippage = avg execution price vs. mid, in basis points. Worst fill = price of the deepest level touched. Live JSON: /api/asset/hl-BOME/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K0.00042211.86bp0.0004221FILLED
BUY$10.00K0.00042329.14bp0.0004232FILLED
BUY$100.00K0.000431226.76bp0.00045820PARTIAL
SELL$1.00K0.00042111.86bp0.0004211FILLED
SELL$10.00K0.00042117.75bp0.0004202FILLED
SELL$100.00K0.000412217.63bp0.00036520PARTIAL

Funding carry

▸ LONGS PAY · shorts receive
Hourly funding
+1.250e-5
0.00125% / hr
Annualised APR
10.958%
hourly · 24 · 365.25
Long: days to 1% carry
33.3d
longs pay
Short: days to 1% carry
33.3d
shorts receive
SideDirectionAnnualised carryDays → 1%Days → 10%
LONGPAY-10.958%33.3d333.3d
SHORTRECEIVE10.958%33.3d333.3d

/api/asset/hl-BOME/carry · same metrics, JSON

Volume profile

▸ real volume · Hyperliquid candlesstep $ 1 · 24 records
Price binBarsVolumeDistribution
$0.000000–$1.0000★24$27.11M

★ POC = Point of Control (highest-volume bin). Live JSON: /api/asset/hl-BOME/volprofile?priceStep=1

Order flow

▸ ASK-LEAN · -0.094 · Hyperliquid candles
Bars (buy / sell)
8 / 15
1 unclassified
Buy weight
$10.87M
real volume
Sell weight
$13.13M
real volume
Net delta
$2.26M
sellers net
Imbalance
-9.41%
(buy − sell) / (buy + sell)
Toxicity (VPIN)
9.4%
two-sided / balanced
Impact (|Δp|/vol)
—
needs real volume

Sparkline = cumulative delta over the 24-record window./api/asset/hl-BOME/flow?rollingWindow=30

Cascade clusters

▸ DOWN · 4 found · deepest 2.27% · Hyperliquid candles

Price-only proxy for forced-unwind clusters. No exchange liquidation feed is wired — read each row as a candidate event, not a confirmed liquidation.

#WindowDurationPeak → TroughDrawdownBars
#12026-06-13 22:00:00Z4.0h0.000441→0.0004312.268%5
#22026-06-14 14:00:00Z1.0h0.000428→0.0004201.869%2
#32026-06-14 09:00:00Z2.0h0.000432→0.0004271.157%3

/api/asset/hl-BOME/cascades?windowMs=10800000&minDrawdownPct=0.005 · full list + parameters in JSON

Risk metrics

▸ sovereign store · 5,000 barsperiods/year ≈ 5.26M
Realized vol (annualised)
120.91%
σ per bar = 0.000527
Mean return (annualised)
-1979.88%
μ per bar = -0.000004
Sharpe (rf=0)
-16.37
annualised; risk-free assumed zero
Max drawdown
2.78%
peak 0.00 → trough 0.00 over 3746 bars

/api/asset/hl-BOME/risk · same metrics, JSON